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Re: st: Fixed effects vs. Random effects


From   "Susan M. Richter" <[email protected]>
To   [email protected]
Subject   Re: st: Fixed effects vs. Random effects
Date   Fri, 21 Jul 2006 10:10:07 -0700

Shon

You might want to look at
Hamerle and Ronning, 1995 "Panel Analysis for Qualitative Variables" in the _Handbook of Statistical Modeling for the Social and Behavioral Sciences_.
They provide a summary on sample size issues with a fixed effects logit model.
Furthermore since the xtlogit with fe is essentially a clogit you can look up the references cited in the Stata Reference Manual for clogit. They provide excellent background information on the disadvantages (and advantages) of using the xtlogit, fe and is where you will find the Hamerle and Ronning reference.

Susan

ILR School wrote:

Does anyone know where I can find out the minimum
number of panels one needs to run a fixed-effects
model? I have a dataset of 800 firms with only 3 time
periods using a xtlogit regression model. I am
currently using a random effects model.

Thank you,
Shon R.


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